We’ve already given out some useful videos on how to perform an upgrade from ESX 3.x to vSphere 4 located on this blog here:
http://lewanps.wordpress.com/2009/06/26/how-to-upgrade-esxi-3-x-to-vsphere-4-0-video/
http://lewanps.wordpress.com/2009/06/26/how-to-upgrade-vmware-vcenter-2-5-to-4-0-video/

But here’s a great graphical overview of the upgrade process which should help you during an upgrade to follow the steps and make sure you don’t miss any. Hope it helps!